Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 642.457387 657.972171 673.232881 689.369088 705.941991 722.462696 740.172437
2026-01-04 621.494734 644.275137 666.985262 691.323067 716.665186 742.274238 770.108852
2026-01-11 607.968630 635.847566 663.913791 694.288475 726.236563 758.846207 794.652982
2026-01-18 596.380655 628.308782 660.713132 696.070020 733.571214 772.170039 814.915816
2026-01-25 588.034535 623.491309 659.733176 699.561008 742.116127 786.239772 835.472136
2026-02-01 579.928585 618.431429 658.038035 701.843978 748.960311 798.137715 853.381964
2026-02-08 572.832169 614.076070 656.750194 704.227659 755.604100 809.555287 870.541493
2026-02-15 565.610403 609.280617 654.709289 705.527724 760.830104 819.233007 885.635403
2026-02-22 559.164205 605.076245 653.078648 707.051496 766.098050 828.787102 900.452889
2026-03-01 552.722460 600.664064 651.027068 707.927668 770.488495 837.242575 913.950399
2026-03-08 546.016428 595.774170 648.280235 707.873219 773.704603 844.283336 925.784527
2026-03-15 541.025999 592.616975 647.292591 709.620411 778.786509 853.280709 939.710517
2026-03-22 535.063677 588.270233 644.892228 709.711717 781.958621 860.115441 951.209285
2026-03-29 530.828376 585.722552 644.375858 711.796368 787.262927 869.254371 965.243042
2026-04-05 527.524754 584.111922 644.809907 714.858169 793.590416 879.487415 980.483329
2026-04-12 523.559528 581.665531 644.225951 716.699360 798.481394 888.064607 993.833567
2026-04-19 521.014844 580.735005 645.268523 720.307067 805.313454 898.795614 1009.619059
2026-04-26 517.761304 578.929218 645.260068 722.666409 810.684599 907.847282 1023.489020
2026-05-03 514.730736 577.305203 645.393768 725.129864 816.128935 916.954818 1037.418850
2026-05-10 511.083745 574.911822 644.594270 726.473454 820.249100 924.524567 1049.575286
2026-05-17 507.731358 572.789678 644.044475 728.048252 824.589920 932.318114 1061.981575
2026-05-24 504.063797 570.245051 642.956831 728.953771 828.118340 939.151374 1073.268066
2026-05-31 499.892612 567.060630 641.080568 728.897498 830.491062 944.621157 1082.955447